+4,215.8%
ASX vs MKTX
+1,446.2%
+2,769.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +2.0% | +1.1% | +0.9% | +1.7% |
| 3M | -1.3% | +36.1% | -37.4% | -8.4% |
| 6M | +71.4% | -12.9% | +84.3% | +74.5% |
| YTD | +135.3% | -8.5% | +143.8% | +136.7% |
| 1Y | +267.5% | -7.5% | +275.0% | +267.2% |
| 3Y | +388.5% | -28.3% | +416.8% | +402.2% |
| 5Y | +417.1% | -63.3% | +480.4% | +508.6% |
| 10Y | +872.7% | +4.5% | +868.2% | +776.7% |
| All | +4,215.8% | +1,446.2% | +2,769.5% | +1,539.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling